-14.2%
PCG vs ZCMD
-100.0%
+85.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | -15.1% | -21.6% | +6.5% | -14.9% |
| 3M | -9.8% | -67.4% | +57.5% | -10.2% |
| 6M | -18.0% | -99.4% | +81.4% | -13.7% |
| YTD | -7.2% | -99.7% | +92.5% | -0.9% |
| 1Y | +2.9% | -99.9% | +102.8% | +11.7% |
| 3Y | -11.1% | -100.0% | +88.9% | +4.2% |
| 5Y | +61.8% | -100.0% | +161.8% | +88.7% |
| All | -14.2% | -100.0% | +85.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling